Other ISIS members are American citizens who have been to Syria and have returned, he said. While intelligence agencies are aware of some of the people they suspect of being ISIS members and are working to gather evidence to apprehend them, they fear there are more that they don't know about.

ISIS, currently calling itself the Islamic State, has taken over large portions of Syria and Iraq, claiming to have set up a caliphate from which it will wage world jihad. A spokesman said recently that ISIS plans to raise "the flag of Allah" in the White House.

ISIS had threatened to behead Sotloff at the end of a video showing the beheading of American journalist James Foley if the United States did not cease airstrikes against ISIS in Iraq.

Baer told CNN's Tapper that he had expected the killings after U.S. airstrikes helped hinder ISIS' efforts in Iraq.

"They have no choice in their minds but to strike back," Baer said.

Foley and Sotloff were among at least four Americans publicly known to be held by ISIS, and Baer said they essentially grabbed the first American they could in order to carry out the grisly actions that they then released on video.

With ISIS continuing to be hurt by American attacks, Baer said he expects them to continue to behead Western captives.